Anic Equity¶

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Total return since start: 0.593 %¶

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Equity now: -----------------------------> 48660.9 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46459.48 Kr¶

PnL: ---------------------------------------> -1762.77 Kr¶

DD now: ---------------------------------> -6.552 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 17:20:00.352779'

Anic Portfolio¶

Today¶

Return: 0.391 %¶

This Week¶

Return: 0.391 %¶

Total¶

Return: 59.303 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -9.120000 829.350000 131.350000 18.820000 698.000040
Nordisk Bergteknik B 130 -1.210000 4251.000000 87.000000 2.090000 4163.999970
Tobii Dynavox 109 0.640000 2808.390000 86.390000 3.170000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.580000 721.620000 35.620000 5.190000 686.000016
MEKO 13 -1.300000 1574.300000 20.300000 1.310000 1554.000006
Vitec Software Group B 1 -0.600000 500.500000 15.500000 3.200000 485.000000
Embracer Group B 14 -1.530000 699.510000 10.510000 1.530000 689.000004
Tietoevry 2 -2.000000 648.400000 10.400000 1.630000 638.000000
SKF A 3 -2.980000 595.200000 2.200000 0.370000 593.000001
G5 Entertainment 3 -0.210000 573.600000 1.600000 0.280000 572.000001
Mycronic 3 -2.250000 652.800000 0.800000 0.120000 651.999999
SKF B 3 -3.510000 593.100000 -2.900000 -0.490000 596.000001
Addnode Group B 6 -1.260000 705.000000 -4.000000 -0.560000 709.000002
ASSA ABLOY B 2 -1.450000 503.200000 -10.800000 -2.100000 514.000000
Avanza Bank Holding 2 -2.660000 498.600000 -12.400000 -2.430000 511.000000
Husqvarna A 7 -2.880000 614.600000 -18.400000 -2.910000 632.999997
ACQ Bure SPAC 36 -0.210000 3470.400000 -19.600000 -0.560000 3489.999984
Loomis 6 -2.320000 2019.600000 -23.400000 -1.150000 2043.000000
Husqvarna B 7 -2.680000 616.280000 -23.720000 -3.710000 639.999997
Collector Bank 29 -5.170000 1205.680000 -28.320000 -2.290000 1233.999996
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Lagercrantz Group B 5 -0.690000 575.000000 -32.000000 -5.270000 607.000000
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Swedbank A 3 -3.220000 577.950000 -40.050000 -6.480000 618.000000
Rejlers B 6 -3.400000 919.200000 -42.800000 -4.450000 961.999998
Mips 1 0.040000 483.800000 -45.200000 -8.540000 529.000000
Norva24 Group 12 -1.630000 361.920000 -45.330000 -11.130000 407.250000
Dustin Group 18 -4.440000 612.000000 -58.000000 -8.660000 669.999996
Viaplay Group B 4 -2.630000 976.400000 -60.600000 -5.840000 1037.000000
Nordea Bank Abp 30 -4.190000 3694.200000 -68.800000 -1.830000 3762.999990
AFRY 3 -2.410000 521.400000 -73.600000 -12.370000 594.999999
Fastighetsbolaget Emilshus B 23 14.840000 620.430000 -74.570000 -10.730000 694.999993
Beijer Alma B 9 -0.970000 1845.000000 -109.000000 -5.580000 1953.999999
RVRC Holding 17 -1.860000 557.600000 -125.400000 -18.360000 683.000007
Fasadgruppen Group 38 1.170000 3929.200000 -260.800000 -6.220000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -2.880000 3558.400000 -579.600000 -14.010000 4138.000000
TOTAL 46513.070000 -1709.180000 -6.44856% 48222.250041

Updated:¶

'2023-03-13 17:19:02.770404'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶